Asymptotic representation of the process of the likelihood ratio in the case of a discontinuous density

DOI10.1007/BF02104785zbMATH Open0858.62021MaRDI QIDQ1920703FDOQ1920703

Authors: Vyacheslav Evgen'evich Mosyagin 

Publication date: 13 March 1997

Published in: Siberian Mathematical Journal (Search for Journal in Brave)

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zbMATH Keywords

Poisson processesmaximum likelihood estimatorsasymptotic representationdiscontinuous densitylikelihood ratio process

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• From coupling to shift-coupling

Cited In (7)

• An asymptotic representation for the likelihood ratio for multidimensional samples with discontinuous desities
• Exact asymptotics for the distribution of the time of attaining the maximum for a trajectory of a compound Poisson process with linear drift
• Asymptotics for the distribution of the time of attaining the maximum for a trajectory of a Poisson process with linear drift and intensity switch
• Estimation of the convergence rate for the distributions of normalized maximum likelihood estimators in the case of a discontinuous density
• Title not available (Why is that?)
• On estimation of parameters in the case of discontinuous densities
• Title not available (Why is that?)

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